from typing import Dict, List, Optional, Type, Tuple
from .base_exchange import BaseExchange, OrderBook, Ticker, Position, Balance, Order
from .binance_exchange import BinanceExchange
from .okx_exchange import OKXExchange
from .bybit_exchange import BybitExchange
from .gate_exchange import GateExchange
from .bitget_exchange import BitgetExchange
import asyncio
import logging
import time

class ExchangeManager:
    """交易所管理器"""
    
    def __init__(self):
        self.exchanges: Dict[str, BaseExchange] = {}
        self.logger = logging.getLogger("ExchangeManager")
        
        # 交易所类映射
        self.exchange_classes = {
            "binance": BinanceExchange,
            "okx": OKXExchange,
            "bybit": BybitExchange,
            "gate": GateExchange,
            "bitget": BitgetExchange
        }
        
    async def add_exchange(self, 
                          name: str,
                          api_key: str = "",
                          api_secret: str = "",
                          passphrase: str = "",
                          is_futures: bool = False,
                          testnet: bool = False) -> BaseExchange:
        """添加交易所"""
        try:
            exchange_class = self.exchange_classes.get(name.lower())
            if not exchange_class:
                raise ValueError(f"Unsupported exchange: {name}")
                
            # 创建交易所实例
            if name.lower() in ["bybit", "okx"]:
                exchange = exchange_class(
                    api_key=api_key,
                    api_secret=api_secret,
                    passphrase=passphrase,
                    is_futures=is_futures,
                    testnet=testnet
                )
            else:
                exchange = exchange_class(
                    api_key=api_key,
                    api_secret=api_secret,
                    passphrase=passphrase,
                    is_futures=is_futures
                )
                
            self.exchanges[name.lower()] = exchange
            return exchange
            
        except Exception as e:
            self.logger.error(f"Failed to add exchange {name}: {str(e)}")
            raise
            
    async def connect_all(self):
        """连接所有交易所的WebSocket"""
        tasks = []
        for exchange in self.exchanges.values():
            tasks.append(exchange.connect_ws())
            
        await asyncio.gather(*tasks)
        
    async def get_ticker(self, exchange: str, symbol: str) -> Optional[Ticker]:
        """获取指定交易所的行情"""
        try:
            if exchange.lower() not in self.exchanges:
                raise ValueError(f"Exchange {exchange} not found")
                
            return await self.exchanges[exchange.lower()].get_ticker(symbol)
            
        except Exception as e:
            self.logger.error(f"Failed to get ticker from {exchange}: {str(e)}")
            return None
            
    async def get_all_tickers(self, symbol: str) -> Dict[str, Ticker]:
        """获取所有交易所的行情"""
        tickers = {}
        tasks = []
        
        for name, exchange in self.exchanges.items():
            tasks.append(self.get_ticker(name, symbol))
            
        results = await asyncio.gather(*tasks, return_exceptions=True)
        
        for name, result in zip(self.exchanges.keys(), results):
            if isinstance(result, Exception):
                self.logger.error(f"Error getting ticker from {name}: {str(result)}")
            else:
                tickers[name] = result
                
        return tickers
        
    async def get_funding_rates(self, symbol: str) -> Dict[str, float]:
        """获取所有交易所的资金费率"""
        rates = {}
        for name, exchange in self.exchanges.items():
            try:
                if exchange.is_futures:
                    rate = await exchange.get_funding_rate(symbol)
                    rates[name] = rate
            except Exception as e:
                self.logger.error(f"Failed to get funding rate from {name}: {str(e)}")
                
        return rates
        
    async def find_arbitrage_opportunities(self, symbol: str, 
                                         min_spread: float = 0.001) -> List[dict]:
        """寻找套利机会"""
        opportunities = []
        tickers = await self.get_all_tickers(symbol)
        
        # 遍历所有可能的交易所组合
        exchanges = list(tickers.keys())
        for i in range(len(exchanges)):
            for j in range(i + 1, len(exchanges)):
                ex1, ex2 = exchanges[i], exchanges[j]
                ticker1, ticker2 = tickers[ex1], tickers[ex2]
                
                if not ticker1 or not ticker2:
                    continue
                    
                # 计算价差
                spread = (ticker1.last_price - ticker2.last_price) / ticker2.last_price
                
                if abs(spread) >= min_spread:
                    opportunities.append({
                        'buy_exchange': ex2 if spread > 0 else ex1,
                        'sell_exchange': ex1 if spread > 0 else ex2,
                        'spread': abs(spread),
                        'buy_price': ticker2.last_price if spread > 0 else ticker1.last_price,
                        'sell_price': ticker1.last_price if spread > 0 else ticker2.last_price
                    })
                    
        return sorted(opportunities, key=lambda x: x['spread'], reverse=True)
        
    async def close(self):
        """关闭所有连接"""
        for exchange in self.exchanges.values():
            try:
                if hasattr(exchange, 'ws') and exchange.ws:
                    await exchange.ws.close()
            except Exception as e:
                self.logger.error(f"Error closing {exchange.name}: {str(e)}")
        
    async def get_all_balances(self, asset: str = "") -> Dict[str, Dict[str, Balance]]:
        """获取所有交易所的余额"""
        balances = {}
        tasks = []
        
        for name, exchange in self.exchanges.items():
            tasks.append(self._get_balance_safe(name, asset))
            
        results = await asyncio.gather(*tasks)
        
        for name, result in zip(self.exchanges.keys(), results):
            if result:  # 只添加成功获取的余额
                balances[name] = result
                
        return balances
        
    async def _get_balance_safe(self, exchange_name: str, asset: str = "") -> Optional[Dict[str, Balance]]:
        """安全地获取余额"""
        try:
            exchange = self.exchanges[exchange_name]
            return await exchange.get_balance(asset)
        except Exception as e:
            self.logger.error(f"Failed to get balance from {exchange_name}: {str(e)}")
            return None
            
    async def get_all_positions(self, symbol: str = "") -> Dict[str, Dict[str, Position]]:
        """获取所有交易所的持仓"""
        positions = {}
        tasks = []
        
        for name, exchange in self.exchanges.items():
            if exchange.is_futures:  # 只查询期货账户
                tasks.append(self._get_position_safe(name, symbol))
                
        results = await asyncio.gather(*tasks)
        
        for name, result in zip([n for n, e in self.exchanges.items() if e.is_futures], results):
            if result:
                positions[name] = result
                
        return positions
        
    async def _get_position_safe(self, exchange_name: str, symbol: str = "") -> Optional[Dict[str, Position]]:
        """安全地获取持仓"""
        try:
            exchange = self.exchanges[exchange_name]
            return await exchange.get_positions(symbol)
        except Exception as e:
            self.logger.error(f"Failed to get positions from {exchange_name}: {str(e)}")
            return None
            
    async def execute_arbitrage(self, buy_exchange: str, sell_exchange: str,
                              symbol: str, amount: float) -> dict:
        """执行套利交易"""
        result = {
            'success': False,
            'buy_order': None,
            'sell_order': None,
            'error': None
        }
        
        try:
            # 获取交易所实例
            buy_ex = self.exchanges[buy_exchange.lower()]
            sell_ex = self.exchanges[sell_exchange.lower()]
            
            # 并行下单
            buy_task = buy_ex.create_market_order(symbol, OrderSide.BUY, amount)
            sell_task = sell_ex.create_market_order(symbol, OrderSide.SELL, amount)
            
            buy_order, sell_order = await asyncio.gather(buy_task, sell_task)
            
            result.update({
                'success': True,
                'buy_order': buy_order,
                'sell_order': sell_order
            })
            
        except Exception as e:
            result['error'] = str(e)
            self.logger.error(f"Failed to execute arbitrage: {str(e)}")
            
        return result
        
    async def monitor_funding_rates(self, symbols: List[str], 
                                  threshold: float = 0.001,
                                  interval: float = 60):
        """监控资金费率"""
        while True:
            try:
                for symbol in symbols:
                    rates = await self.get_funding_rates(symbol)
                    
                    # 寻找最高和最低资金费率
                    if rates:
                        max_rate = max(rates.items(), key=lambda x: x[1])
                        min_rate = min(rates.items(), key=lambda x: x[1])
                        spread = max_rate[1] - min_rate[1]
                        
                        if abs(spread) >= threshold:
                            self.logger.info(
                                f"资金费率套利机会 - {symbol}:\n"
                                f"做多交易所: {min_rate[0]} (费率: {min_rate[1]:.4%})\n"
                                f"做空交易所: {max_rate[0]} (费率: {max_rate[1]:.4%})\n"
                                f"费率差: {spread:.4%}"
                            )
                            
                await asyncio.sleep(interval)
                
            except Exception as e:
                self.logger.error(f"Funding rate monitoring error: {str(e)}")
                await asyncio.sleep(5)
                
    async def get_orderbook_depths(self, symbol: str, limit: int = 20) -> Dict[str, OrderBook]:
        """获取所有交易所的订单簿深度"""
        depths = {}
        tasks = []
        
        for name, exchange in self.exchanges.items():
            tasks.append(self._get_orderbook_safe(name, symbol, limit))
            
        results = await asyncio.gather(*tasks)
        
        for name, result in zip(self.exchanges.keys(), results):
            if result:
                depths[name] = result
                
        return depths
        
    async def _get_orderbook_safe(self, exchange_name: str, 
                                 symbol: str, limit: int) -> Optional[OrderBook]:
        """安全地获取订单簿"""
        try:
            exchange = self.exchanges[exchange_name]
            return await exchange.get_orderbook(symbol, limit)
        except Exception as e:
            self.logger.error(f"Failed to get orderbook from {exchange_name}: {str(e)}")
            return None
            
    async def analyze_liquidity(self, symbol: str, amount: float) -> Dict[str, dict]:
        """分析各交易所流动性"""
        liquidity_info = {}
        depths = await self.get_orderbook_depths(symbol)
        
        for exchange_name, orderbook in depths.items():
            buy_slippage = self._calculate_slippage(orderbook.asks, amount, True)
            sell_slippage = self._calculate_slippage(orderbook.bids, amount, False)
            
            liquidity_info[exchange_name] = {
                'buy_slippage': buy_slippage,
                'sell_slippage': sell_slippage,
                'total_ask_volume': sum(qty for _, qty in orderbook.asks),
                'total_bid_volume': sum(qty for _, qty in orderbook.bids)
            }
            
        return liquidity_info
        
    def _calculate_slippage(self, orders: List[Tuple[float, float]], 
                           target_amount: float, is_buy: bool) -> float:
        """计算滑点"""
        filled_amount = 0
        cost = 0
        
        for price, amount in orders:
            if filled_amount >= target_amount:
                break
                
            executable = min(amount, target_amount - filled_amount)
            cost += executable * price
            filled_amount += executable
            
        if filled_amount == 0:
            return float('inf')
            
        avg_price = cost / filled_amount
        first_price = orders[0][0]
        
        return abs(avg_price - first_price) / first_price
        
    async def check_arbitrage_feasibility(self, opportunity: dict, 
                                        min_profit: float = 10,
                                        max_slippage: float = 0.001) -> dict:
        """检查套利可行性"""
        result = {
            'feasible': False,
            'expected_profit': 0,
            'risks': [],
            'details': {}
        }
        
        try:
            # 获取流动性信息
            amount = opportunity.get('amount', 0)
            liquidity = await self.analyze_liquidity(opportunity['symbol'], amount)
            
            # 检查滑点
            buy_slippage = liquidity[opportunity['buy_exchange']]['buy_slippage']
            sell_slippage = liquidity[opportunity['sell_exchange']]['sell_slippage']
            
            if buy_slippage > max_slippage:
                result['risks'].append(f"买入滑点过高: {buy_slippage:.4%}")
            if sell_slippage > max_slippage:
                result['risks'].append(f"卖出滑点过高: {sell_slippage:.4%}")
                
            # 计算预期收益
            buy_price = opportunity['buy_price'] * (1 + buy_slippage)
            sell_price = opportunity['sell_price'] * (1 - sell_slippage)
            
            profit = (sell_price - buy_price) * amount
            result['expected_profit'] = profit
            
            # 检查余额
            balances = await self.get_all_balances("USDT")
            buy_balance = balances.get(opportunity['buy_exchange'], {}).get('USDT', None)
            sell_balance = balances.get(opportunity['sell_exchange'], {}).get('USDT', None)
            
            if not buy_balance or buy_balance.free < buy_price * amount:
                result['risks'].append("买入余额不足")
            if not sell_balance or sell_balance.free < sell_price * amount:
                result['risks'].append("卖出余额不足")
                
            # 判断可行性
            result['feasible'] = (
                profit >= min_profit and
                buy_slippage <= max_slippage and
                sell_slippage <= max_slippage and
                not result['risks']
            )
            
            # 添加详细信息
            result['details'] = {
                'buy_slippage': buy_slippage,
                'sell_slippage': sell_slippage,
                'adjusted_buy_price': buy_price,
                'adjusted_sell_price': sell_price,
                'liquidity_info': liquidity
            }
            
        except Exception as e:
            result['risks'].append(f"分析错误: {str(e)}")
            
        return result
        
    async def monitor_arbitrage_opportunities(self, 
                                           symbols: List[str],
                                           min_spread: float = 0.001,
                                           min_profit: float = 10,
                                           max_slippage: float = 0.001,
                                           amount: float = 0.01,
                                           interval: float = 1.0):
        """持续监控套利机会"""
        while True:
            try:
                for symbol in symbols:
                    opportunities = await self.find_arbitrage_opportunities(
                        symbol=symbol,
                        min_spread=min_spread
                    )
                    
                    for opp in opportunities:
                        # 添加交易数量
                        opp['amount'] = amount
                        opp['symbol'] = symbol
                        
                        # 检查可行性
                        feasibility = await self.check_arbitrage_feasibility(
                            opportunity=opp,
                            min_profit=min_profit,
                            max_slippage=max_slippage
                        )
                        
                        if feasibility['feasible']:
                            self.logger.info(
                                f"发现可行套利机会 - {symbol}:\n"
                                f"买入交易所: {opp['buy_exchange']} @ {opp['buy_price']}\n"
                                f"卖出交易所: {opp['sell_exchange']} @ {opp['sell_price']}\n"
                                f"数量: {amount}\n"
                                f"预期收益: {feasibility['expected_profit']:.2f} USDT\n"
                                f"买入滑点: {feasibility['details']['buy_slippage']:.4%}\n"
                                f"卖出滑点: {feasibility['details']['sell_slippage']:.4%}"
                            )
                            
                await asyncio.sleep(interval)
                
            except Exception as e:
                self.logger.error(f"监控错误: {str(e)}")
                await asyncio.sleep(5)
                
    async def auto_trade_arbitrage(self,
                                 symbols: List[str],
                                 min_spread: float = 0.001,
                                 min_profit: float = 10,
                                 max_slippage: float = 0.001,
                                 trade_amount: float = 0.01,
                                 max_positions: int = 3,
                                 stop_loss_pct: float = 0.002,  # 0.2%
                                 take_profit_pct: float = 0.003):  # 0.3%
        """自动套利交易"""
        active_trades = {}  # 记录活跃的套利交易
        
        while True:
            try:
                # 检查和更新现有交易状态
                await self._update_active_trades(
                    active_trades,
                    stop_loss_pct,
                    take_profit_pct
                )
                
                # 如果活跃交易数量达到上限，则跳过寻找新机会
                if len(active_trades) >= max_positions:
                    await asyncio.sleep(1)
                    continue
                
                # 寻找新的套利机会
                for symbol in symbols:
                    if symbol in active_trades:
                        continue
                        
                    opportunities = await self.find_arbitrage_opportunities(
                        symbol=symbol,
                        min_spread=min_spread
                    )
                    
                    for opp in opportunities:
                        opp['amount'] = trade_amount
                        opp['symbol'] = symbol
                        
                        # 检查可行性
                        feasibility = await self.check_arbitrage_feasibility(
                            opportunity=opp,
                            min_profit=min_profit,
                            max_slippage=max_slippage
                        )
                        
                        if feasibility['feasible']:
                            # 执行套利交易
                            trade_result = await self.execute_arbitrage(
                                buy_exchange=opp['buy_exchange'],
                                sell_exchange=opp['sell_exchange'],
                                symbol=symbol,
                                amount=trade_amount
                            )
                            
                            if trade_result['success']:
                                # 记录交易信息
                                active_trades[symbol] = {
                                    'buy_exchange': opp['buy_exchange'],
                                    'sell_exchange': opp['sell_exchange'],
                                    'buy_order': trade_result['buy_order'],
                                    'sell_order': trade_result['sell_order'],
                                    'entry_spread': opp['spread'],
                                    'amount': trade_amount,
                                    'entry_time': time.time(),
                                    'buy_price': feasibility['details']['adjusted_buy_price'],
                                    'sell_price': feasibility['details']['adjusted_sell_price']
                                }
                                
                                self.logger.info(
                                    f"开始套利交易 - {symbol}:\n"
                                    f"买入: {opp['buy_exchange']} @ {active_trades[symbol]['buy_price']}\n"
                                    f"卖出: {opp['sell_exchange']} @ {active_trades[symbol]['sell_price']}\n"
                                    f"数量: {trade_amount}"
                                )
                                
                await asyncio.sleep(1)
                
            except Exception as e:
                self.logger.error(f"自动交易错误: {str(e)}")
                await asyncio.sleep(5)
                
    async def _update_active_trades(self, active_trades: dict,
                                  stop_loss_pct: float,
                                  take_profit_pct: float):
        """更新活跃交易状态"""
        for symbol in list(active_trades.keys()):
            trade = active_trades[symbol]
            try:
                # 获取当前价格
                buy_ticker = await self.get_ticker(trade['buy_exchange'], symbol)
                sell_ticker = await self.get_ticker(trade['sell_exchange'], symbol)
                
                if not buy_ticker or not sell_ticker:
                    continue
                    
                # 计算当前价差
                current_spread = (sell_ticker.last_price - buy_ticker.last_price) / buy_ticker.last_price
                entry_spread = trade['entry_spread']
                
                # 检查是否需要平仓
                should_close = False
                close_reason = ""
                
                # 止损检查
                if current_spread <= entry_spread - stop_loss_pct:
                    should_close = True
                    close_reason = "止损"
                    
                # 止盈检查
                elif current_spread >= entry_spread + take_profit_pct:
                    should_close = True
                    close_reason = "止盈"
                    
                if should_close:
                    # 平仓
                    close_result = await self._close_arbitrage_position(trade)
                    if close_result['success']:
                        self.logger.info(
                            f"平仓套利交易 - {symbol} ({close_reason}):\n"
                            f"入场价差: {entry_spread:.4%}\n"
                            f"平仓价差: {current_spread:.4%}\n"
                            f"持仓时间: {(time.time() - trade['entry_time'])/60:.1f}分钟"
                        )
                        del active_trades[symbol]
                        
            except Exception as e:
                self.logger.error(f"更新交易状态错误 - {symbol}: {str(e)}")
                
    async def _close_arbitrage_position(self, trade: dict) -> dict:
        """平仓套利位置"""
        result = {
            'success': False,
            'buy_close_order': None,
            'sell_close_order': None,
            'error': None
        }
        
        try:
            # 反向下单平仓
            buy_task = self.exchanges[trade['sell_exchange']].create_market_order(
                symbol=trade['sell_order'].symbol,
                side=OrderSide.BUY,
                amount=trade['amount']
            )
            
            sell_task = self.exchanges[trade['buy_exchange']].create_market_order(
                symbol=trade['buy_order'].symbol,
                side=OrderSide.SELL,
                amount=trade['amount']
            )
            
            buy_order, sell_order = await asyncio.gather(buy_task, sell_task)
            
            result.update({
                'success': True,
                'buy_close_order': buy_order,
                'sell_close_order': sell_order
            })
            
        except Exception as e:
            result['error'] = str(e)
            self.logger.error(f"平仓失败: {str(e)}")
            
        return result
        
    async def analyze_market_depth(self, symbol: str, amount: float = 1.0) -> Dict[str, dict]:
        """分析市场深度"""
        depth_analysis = {}
        orderbooks = await self.get_orderbook_depths(symbol)
        
        for exchange_name, orderbook in orderbooks.items():
            # 计算买卖盘的累积深度
            bid_depths = self._calculate_cumulative_depth(orderbook.bids)
            ask_depths = self._calculate_cumulative_depth(orderbook.asks)
            
            # 计算买卖盘的价格影响
            bid_impact = self._calculate_price_impact(bid_depths, amount)
            ask_impact = self._calculate_price_impact(ask_depths, amount)
            
            depth_analysis[exchange_name] = {
                'bid_impact': bid_impact,
                'ask_impact': ask_impact,
                'total_bid_volume': sum(qty for _, qty in orderbook.bids),
                'total_ask_volume': sum(qty for _, qty in orderbook.asks),
                'bid_ask_ratio': sum(qty for _, qty in orderbook.bids) / sum(qty for _, qty in orderbook.asks),
                'timestamp': orderbook.timestamp
            }
            
        return depth_analysis
        
    def _calculate_cumulative_depth(self, orders: List[Tuple[float, float]]) -> List[Tuple[float, float]]:
        """计算累积深度"""
        cumulative = []
        total_volume = 0
        
        for price, amount in orders:
            total_volume += amount
            cumulative.append((price, total_volume))
            
        return cumulative
        
    def _calculate_price_impact(self, depths: List[Tuple[float, float]], target_amount: float) -> float:
        """计算价格影响"""
        if not depths:
            return float('inf')
            
        base_price = depths[0][0]
        
        for price, cum_volume in depths:
            if cum_volume >= target_amount:
                return (price - base_price) / base_price
                
        return float('inf')
        
    async def calculate_exchange_metrics(self, symbol: str) -> Dict[str, dict]:
        """计算交易所指标"""
        metrics = {}
        
        # 获取各种数据
        tickers = await self.get_all_tickers(symbol)
        depths = await self.get_orderbook_depths(symbol)
        
        for exchange_name in self.exchanges:
            if exchange_name not in tickers or exchange_name not in depths:
                continue
                
            ticker = tickers[exchange_name]
            orderbook = depths[exchange_name]
            
            # 计算买卖价差
            spread = (ticker.ask_price - ticker.bid_price) / ticker.bid_price
            
            # 计算深度比率
            bid_depth = sum(qty for _, qty in orderbook.bids[:5])  # 前5档深度
            ask_depth = sum(qty for _, qty in orderbook.asks[:5])
            depth_ratio = bid_depth / ask_depth if ask_depth > 0 else 0
            
            metrics[exchange_name] = {
                'spread': spread,
                'depth_ratio': depth_ratio,
                'volume_24h': ticker.volume_24h,
                'last_price': ticker.last_price,
                'timestamp': ticker.timestamp
            }
            
        return metrics
        
    async def monitor_exchange_health(self, 
                                    symbols: List[str],
                                    max_spread: float = 0.01,  # 1%
                                    min_depth_ratio: float = 0.5,
                                    interval: float = 60):
        """监控交易所健康状况"""
        while True:
            try:
                for symbol in symbols:
                    metrics = await self.calculate_exchange_metrics(symbol)
                    
                    for exchange_name, data in metrics.items():
                        warnings = []
                        
                        # 检查价差
                        if data['spread'] > max_spread:
                            warnings.append(f"价差过大: {data['spread']:.4%}")
                            
                        # 检查深度比率
                        if data['depth_ratio'] < min_depth_ratio:
                            warnings.append(f"深度比率异常: {data['depth_ratio']:.2f}")
                            
                        if warnings:
                            self.logger.warning(
                                f"交易所健康警告 - {exchange_name} {symbol}:\n" +
                                "\n".join(warnings)
                            )
                            
                await asyncio.sleep(interval)
                
            except Exception as e:
                self.logger.error(f"健康监控错误: {str(e)}")
                await asyncio.sleep(5)
                
    async def get_funding_rate_stats(self, symbol: str, window: int = 24) -> Dict[str, dict]:
        """获取资金费率统计"""
        stats = {}
        
        for name, exchange in self.exchanges.items():
            if not exchange.is_futures:
                continue
                
            try:
                # 获取当前资金费率
                current_rate = await exchange.get_funding_rate(symbol)
                next_time = await exchange.get_funding_time(symbol)
                
                stats[name] = {
                    'current_rate': current_rate,
                    'next_funding_time': next_time,
                    'time_to_next': next_time - time.time()
                }
                
            except Exception as e:
                self.logger.error(f"获取资金费率失败 - {name}: {str(e)}")
                
        return stats
        
    async def save_market_data(self, symbol: str, interval: float = 60):
        """保存市场数据"""
        while True:
            try:
                timestamp = time.time()
                
                # 获取各种数据
                tickers = await self.get_all_tickers(symbol)
                depths = await self.get_orderbook_depths(symbol)
                funding_rates = await self.get_funding_rate_stats(symbol)
                
                # 构建数据记录
                data_record = {
                    'timestamp': timestamp,
                    'symbol': symbol,
                    'tickers': {
                        name: {
                            'last_price': ticker.last_price,
                            'bid_price': ticker.bid_price,
                            'ask_price': ticker.ask_price,
                            'volume_24h': ticker.volume_24h
                        } for name, ticker in tickers.items()
                    },
                    'depths': {
                        name: {
                            'asks': orderbook.asks[:5],  # 保存前5档
                            'bids': orderbook.bids[:5]
                        } for name, orderbook in depths.items()
                    },
                    'funding_rates': funding_rates
                }
                
                # 保存数据
                await self._save_data_record(data_record)
                
                await asyncio.sleep(interval)
                
            except Exception as e:
                self.logger.error(f"保存市场数据错误: {str(e)}")
                await asyncio.sleep(5)
                
    async def _save_data_record(self, record: dict):
        """保存数据记录"""
        # TODO: 实现具体的数据存储逻辑
        # 可以存储到数据库或文件系统
        pass
        
    async def analyze_historical_opportunities(self, 
                                            symbol: str,
                                            start_time: float,
                                            end_time: float) -> dict:
        """分析历史套利机会"""
        # TODO: 实现历史数据分析逻辑
        pass
        
    async def calculate_exchange_performance(self, 
                                          start_time: float,
                                          end_time: float) -> Dict[str, dict]:
        """计算交易所表现指标"""
        performance = {}
        
        for name, exchange in self.exchanges.items():
            try:
                # 获取交易历史
                trades = await self._get_historical_trades(
                    exchange,
                    start_time,
                    end_time
                )
                
                if not trades:
                    continue
                    
                # 计算各项指标
                total_volume = sum(trade['amount'] * trade['price'] for trade in trades)
                successful_trades = len([t for t in trades if t['status'] == 'success'])
                failed_trades = len([t for t in trades if t['status'] == 'failed'])
                
                # 计算平均滑点
                slippage = []
                for trade in trades:
                    if 'expected_price' in trade and 'executed_price' in trade:
                        slip = abs(trade['executed_price'] - trade['expected_price']) / trade['expected_price']
                        slippage.append(slip)
                        
                avg_slippage = sum(slippage) / len(slippage) if slippage else 0
                
                performance[name] = {
                    'total_volume': total_volume,
                    'trade_count': len(trades),
                    'successful_trades': successful_trades,
                    'failed_trades': failed_trades,
                    'success_rate': successful_trades / len(trades) if trades else 0,
                    'average_slippage': avg_slippage
                }
                
            except Exception as e:
                self.logger.error(f"计算交易所表现错误 - {name}: {str(e)}")
                
        return performance
        
    async def _get_historical_trades(self, 
                                   exchange: BaseExchange,
                                   start_time: float,
                                   end_time: float) -> List[dict]:
        """获取历史交易记录"""
        # TODO: 实现从数据库或其他存储获取历史交易记录的逻辑
        pass
        
    async def generate_trading_report(self,
                                    start_time: float,
                                    end_time: float) -> dict:
        """生成交易报告"""
        report = {
            'period': {
                'start': start_time,
                'end': end_time,
                'duration': end_time - start_time
            },
            'overall_stats': {},
            'exchange_performance': {},
            'arbitrage_stats': {},
            'risk_metrics': {}
        }
        
        try:
            # 获取交易所表现数据
            exchange_performance = await self.calculate_exchange_performance(
                start_time,
                end_time
            )
            report['exchange_performance'] = exchange_performance
            
            # 计算总体统计
            total_volume = sum(perf['total_volume'] for perf in exchange_performance.values())
            total_trades = sum(perf['trade_count'] for perf in exchange_performance.values())
            
            report['overall_stats'] = {
                'total_volume': total_volume,
                'total_trades': total_trades,
                'active_exchanges': len(exchange_performance)
            }
            
            # TODO: 添加更多统计指标
            
        except Exception as e:
            self.logger.error(f"生成报告错误: {str(e)}")
            
        return report 